Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 227'119 CHF | 35'568 CHF | 99.27% | 99.27% |
12.07.2024 | 4.57% | 0.24 CHF | 0.25 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 214'114 CHF | 33'617 CHF | 99.27% | 99.27% |
11.07.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 193'937 CHF | 30'591 CHF | 99.27% | 99.27% |
10.07.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 195'659 CHF | 30'849 CHF | 99.27% | 99.27% |
09.07.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 218'819 CHF | 34'323 CHF | 99.27% | 99.27% |
08.07.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 213'552 CHF | 33'533 CHF | 99.20% | 99.20% |
05.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 235'509 CHF | 36'826 CHF | 99.27% | 99.27% |
04.07.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 253'511 CHF | 39'527 CHF | 99.27% | 99.27% |
03.07.2024 | 4.62% | 0.25 CHF | 0.26 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 213'028 CHF | 33'454 CHF | 99.27% | 99.27% |
02.07.2024 | 5.18% | 0.21 CHF | 0.22 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 188'553 CHF | 29'783 CHF | 99.26% | 99.26% |